Related papers: Optimal Trapping of Brownian Motion: A Nonlinear A…
We prove a local Faber-Krahn inequality for solutions $u$ to the Dirichlet problem for $\Delta + V$ on an arbitrary domain $\Omega$ in $\mathbb{R}^n$. Suppose a solution $u$ assumes a global maximum at some point $x_0 \in \Omega$ and…
We investigate the following repulsion-consumption system with flux limitation \begin{align}\tag{$\star$} \left\{ \begin{array}{ll} u_t=\Delta u+\nabla \cdot(uf(|\nabla v|^2) \nabla v), & x \in \Omega, t>0, \tau v_t=\Delta v-u v, & x \in…
A fundamental question in rough path theory is whether the expected signature of a geometric rough path completely determines the law of signature. One sufficient condition is that the expected signature has infinite radius of convergence,…
In this article, we study domains $\Omega \subset \mathbb{S}^2$ that support positive solutions of the overdetermined problem $$ \Delta u + f(u,|\nabla u|)=0 \quad \text{in } \Omega, $$ subject to the boundary conditions $u=0$ on…
Consider $J(\Omega):= \|\nabla u_\Omega\|_\infty/\sqrt{|\Omega|} $ and $J_P(\Omega):= \|\nabla u_\Omega\|_\infty/P(\Omega) $, where $\Omega$ is a planar convex domain, $u_\Omega$ is the torsion function, $P(\Omega)$ is the perimeter of…
This paper develops an abstract theory for subdifferential operators to give existence and uniqueness of solutions to the initial-boundary problem (P) for the nonlinear diffusion equation in an unbounded domain $\Omega\subset\mathbb{R}^N$…
In this paper we consider positive supersolutions of the nonlinear elliptic equation \[- \Delta u = \rho(x) f(u)|\nabla u|^p, \qquad \hfill \mbox{ in } \Omega,\] where $0\le p<1$, $ \Omega$ is an arbitrary domain (bounded or unbounded) in $…
The justification of hydrodynamic limits in non-convex domains has long been an open problem due to the singularity at the grazing set. In this paper, we investigate the unsteady neutron transport equation in a general bounded domain with…
Our model consists of a Brownian particle $X$ moving in $\mathbb{R}$, where a Poissonian field of moving traps is present. Each trap is a ball with constant radius, centered at a trap point, and each trap point moves under a Brownian motion…
We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…
This paper investigates the problem of maximizing expected terminal utility in a (generically incomplete) discrete-time financial market model with finite time horizon. In contrast to the standard setting, a possibly non-concave utility…
For a fixed $T$ and $k \geq 2$, a $k$-dimensional vector stochastic differential equation $dX_t=\mu(X_t, \theta)dt+\nu(X_t)dW_t,$ is studied over a time interval $[0,T]$. Vector of drift parameters $\theta$ is unknown. The dependence in…
In this paper we prove the existence of an optimal domain which minimizes the buckling load of a clamped plate among all bounded domains with given measure. Instead of treating this variational problem with a volume constraint, we introduce…
We study the maximum of Branching Brownian motion (BBM) with branching rates that vary in space, via a periodic function of a particle's location. This corresponds to a variant of the F-KPP equation in a periodic medium, extensively studied…
In the present work, we establish space Bounded Variation $(BV)$ regularity of the solution for a non-linear parabolic partial differential equations involving a linear drift term. We study the problem in a bounded domain with mixed…
A computational PDE-constrained optimization approach is proposed for optimal trajectory planning under uncertainty by means of an associated Schroedinger Bridge Problem (SBP). The proposed SBP formulation is interpreted as the mean-field…
Given a standard Brownian motion $B^{\mu}=(B_t^{\mu})_{0\le t\le T}$ with drift $\mu \in IR$ and letting $g$ denote the last zero of $B^{\mu}$ before $T$, we consider the optimal prediction problem V_*=\inf_{0\le \tau \le T}\mathsf…
A finite horizon optimal stopping problem for an infinite dimensional diffusion $X$ is analyzed by means of variational techniques. The diffusion is driven by a SDE on a Hilbert space $\mathcal{H}$ with a non-linear diffusion coefficient…
Let $Z$ be the transient reflecting Brownian motion on the closure of an unbounded domain $D\subset {\mathbb R}^d$ with $N$ number of Liouville branches. We consider a diffusion $X$ on $\overline D$ having finite lifetime obtained from $Z$…
In the present article we study strong approximation of solutions of scalar stochastic differential equations (SDEs) with bounded and $\alpha$-H\"older continuous drift coefficient and constant diffusion coefficient at time point $1$.…